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The optimal investment problem with inflation and liquidity risk Journal article
Journal of Computational and Applied Mathematics,2024, volume: 438
Authors:  Chen, Xinyue;  Chen, Peimin;  He, Yong;  Wang, Xiaoyang
Favorite  |  View/Download:4/0  |  Submit date:2024/03/12
An analytical solution for the robust investment-reinsurance strategy with general utilities Journal article
North American Journal of Economics and Finance,2022, volume: 63
Authors:  He, Yong;  Zhou, Xia;  Chen, Peimin;  Wang, Xiaoyang
Favorite  |  View/Download:4/0  |  Submit date:2025/03/25
Stochastic optimal control on dividend policies with bankruptcy Journal article
Optimization,2019, volume: 68, issue: 12, pages: 2313-2333
Authors:  Chen, Peimin;  Luo, Xiankang
Favorite  |  View/Download:3/0  |  Submit date:2025/03/25
A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization Journal article
Monte Carlo Methods and Applications,2014, volume: 20, issue: 2, pages: 145-165
Authors:  Kharroubi, Idris;  Langrené, Nicolas;  Pham, Huyên
Favorite  |  View/Download:6/0  |  Submit date:2022/08/29